CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 27-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2017 |
27-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0635 |
1.0612 |
-0.0024 |
-0.2% |
1.0677 |
| High |
1.0674 |
1.0685 |
0.0011 |
0.1% |
1.0691 |
| Low |
1.0612 |
1.0607 |
-0.0005 |
0.0% |
1.0552 |
| Close |
1.0620 |
1.0643 |
0.0024 |
0.2% |
1.0620 |
| Range |
0.0062 |
0.0078 |
0.0016 |
25.8% |
0.0140 |
| ATR |
0.0082 |
0.0081 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
1,928 |
6,447 |
4,519 |
234.4% |
8,464 |
|
| Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0879 |
1.0839 |
1.0686 |
|
| R3 |
1.0801 |
1.0761 |
1.0664 |
|
| R2 |
1.0723 |
1.0723 |
1.0657 |
|
| R1 |
1.0683 |
1.0683 |
1.0650 |
1.0703 |
| PP |
1.0645 |
1.0645 |
1.0645 |
1.0655 |
| S1 |
1.0605 |
1.0605 |
1.0636 |
1.0625 |
| S2 |
1.0567 |
1.0567 |
1.0629 |
|
| S3 |
1.0489 |
1.0527 |
1.0622 |
|
| S4 |
1.0411 |
1.0449 |
1.0600 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1039 |
1.0969 |
1.0696 |
|
| R3 |
1.0900 |
1.0829 |
1.0658 |
|
| R2 |
1.0760 |
1.0760 |
1.0645 |
|
| R1 |
1.0690 |
1.0690 |
1.0632 |
1.0655 |
| PP |
1.0621 |
1.0621 |
1.0621 |
1.0603 |
| S1 |
1.0550 |
1.0550 |
1.0607 |
1.0516 |
| S2 |
1.0481 |
1.0481 |
1.0594 |
|
| S3 |
1.0342 |
1.0411 |
1.0581 |
|
| S4 |
1.0202 |
1.0271 |
1.0543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0691 |
1.0552 |
0.0140 |
1.3% |
0.0077 |
0.7% |
66% |
False |
False |
2,982 |
| 10 |
1.0738 |
1.0552 |
0.0186 |
1.7% |
0.0076 |
0.7% |
49% |
False |
False |
2,094 |
| 20 |
1.0894 |
1.0552 |
0.0342 |
3.2% |
0.0080 |
0.8% |
27% |
False |
False |
1,595 |
| 40 |
1.0894 |
1.0428 |
0.0466 |
4.4% |
0.0089 |
0.8% |
46% |
False |
False |
1,153 |
| 60 |
1.0964 |
1.0428 |
0.0536 |
5.0% |
0.0093 |
0.9% |
40% |
False |
False |
970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1016 |
|
2.618 |
1.0889 |
|
1.618 |
1.0811 |
|
1.000 |
1.0763 |
|
0.618 |
1.0733 |
|
HIGH |
1.0685 |
|
0.618 |
1.0655 |
|
0.500 |
1.0646 |
|
0.382 |
1.0636 |
|
LOW |
1.0607 |
|
0.618 |
1.0558 |
|
1.000 |
1.0529 |
|
1.618 |
1.0480 |
|
2.618 |
1.0402 |
|
4.250 |
1.0275 |
|
|
| Fisher Pivots for day following 27-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0646 |
1.0642 |
| PP |
1.0645 |
1.0641 |
| S1 |
1.0644 |
1.0640 |
|